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Some would say this is a departure for the talented actress who has taken on heavier, more dramatic roles in the past. But it was actress Emma Thompson who really drew her to the film.

"She's an incredible woman who wrote a pretty incredible script. I cried a couple of times when I first read it," she admitted. "And also I did really like the idea that she -- Mrs. Greene -- is really overwhelmed. You know, even failing sometimes, and yet she's still the heroine and a good mom."

Gyllenhaal pointed out that the old-fashioned idea that you have to be able to do everything perfectly is a fantasy.

"It's impossible. And I like that in this movie they kind of say, 'you can't do everything perfectly...Being a parent is meant to overwhelm you,'" she said.

Art imitated life when Gyllenhaal became overwhelmed herself on set.

"I was just married when I made this movie. In fact, we started rehearsal. I went and got married, came back and shot the movie after our honeymoon," she said. "I was just married, didn't have a nanny, had a pretty little baby, you know, the center of this movie."

But the actress leaned on Thompson, who told her to embrace her imperfections and forget the idea of trying to have it all.

"I just had one day where I burst into tears in the makeup trailer, which is not like me. I definitely try to keep it all together. And Emma just said ... 'It will not work and it will ruin your life to try to keep it all together.' It's like you will drop the ball no matter what. That's part of being a human being. I guess I always thought that was true. I sort of knew that somewhere but I didn't live that way. I'm trying to live that way now,"Gyllenhaal explained.

"Nanny McPhee Returns" is fun, heart-warming and endearing and the synchronized swimming pigs scene has been getting a lot of buzz.

"It's adorable," she said. "I didn't see it until the screening. Last night, I sat with a great girlfriend on one side and my husband on the other side and I looked at their faces during the pig part and they were both like children, like kind of tears in their eyes, looking at this kind of this just delightful thing," she added.

Another topic that brings joys to Gyllenhaal is her brother Jacob, who is also a very talented actor.

In a recent interview, he said of his sister, "I'm just trying to catch up to her."

"I love my brother," she said. "I really do adore him. You know, he's my little brother, so I don't know if little brothers always feel that way, you know, even though you're adults you always feel a little younger. I still feel like his big sister, even though we're very close in age."

So what's next for Gyllenhaal?

"A little break. Then we're going to London," she said. "I'm going to do a movie about a guy -- the guy who inadvertently invented the vibrator at the turn of the last century."